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Axis Capital Holders Limited AXS

i

Market dataready · fetched 2026-11-06T21:08:14.144Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:00:03.526646255Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:08:13.629790+00:00

Share price$105.97
1D-0.1%
AH$105.05$105.40$105.76$106.11$106.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXS
Sold putSold callAH

Axis Capital Holders Limited options

Live interpolated AXS call and put midpoint premiums by absolute delta.Axis Capital Holders Limited$0.70$2.68$4.65$6.62$8.60$96.81$101.68$106.55$111.42$116.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXS spot · $105.97AXS PRICE$1.38$1.42$1.50$1.72$2.06$2.40$2.74$3.08$3.60$4.37$5.15$5.92$6.70$0.92$1.22$1.53$1.84$2.15$2.57$3.09$3.61$4.13$4.65$5.22$6.62$8.03
PutsFair1.03×
CallsCheap0.94×
SkewBullish-3.08 pp
Implied moveBearish±$5.83
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.9463.7%13.5%99.9338.1%6.6%
25Δ114.0149.2%8.9%101.0937.3%5.8%
30Δ111.1940.3%6.3%102.2136.4%5.0%
35Δ109.4436.1%4.9%103.3435.6%4.2%
40Δ108.4735.3%4.3%104.4734.7%3.5%
45Δ107.5034.5%3.7%105.4834.2%2.9%
50Δ106.5333.7%3.1%106.3934.0%2.5%
55Δ105.5732.9%2.5%107.3133.8%2.2%
60Δ104.5632.8%2.1%108.2233.6%1.8%
65Δ103.4933.4%1.8%109.1333.4%1.4%
70Δ102.4234.1%1.5%110.0833.3%1.0%
75Δ101.3534.7%1.2%111.7134.9%0.8%
80Δ100.2835.4%0.9%113.3536.5%0.6%

20Δ

Calls
Pseudo strike
118.94
IV
63.7%
B/E move
13.5%
Puts
Pseudo strike
99.93
IV
38.1%
B/E move
6.6%

25Δ

Calls
Pseudo strike
114.01
IV
49.2%
B/E move
8.9%
Puts
Pseudo strike
101.09
IV
37.3%
B/E move
5.8%

30Δ

Calls
Pseudo strike
111.19
IV
40.3%
B/E move
6.3%
Puts
Pseudo strike
102.21
IV
36.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
109.44
IV
36.1%
B/E move
4.9%
Puts
Pseudo strike
103.34
IV
35.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
108.47
IV
35.3%
B/E move
4.3%
Puts
Pseudo strike
104.47
IV
34.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
107.50
IV
34.5%
B/E move
3.7%
Puts
Pseudo strike
105.48
IV
34.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
106.53
IV
33.7%
B/E move
3.1%
Puts
Pseudo strike
106.39
IV
34.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
105.57
IV
32.9%
B/E move
2.5%
Puts
Pseudo strike
107.31
IV
33.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
104.56
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
108.22
IV
33.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
103.49
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
109.13
IV
33.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
102.42
IV
34.1%
B/E move
1.5%
Puts
Pseudo strike
110.08
IV
33.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
101.35
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
111.71
IV
34.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
100.28
IV
35.4%
B/E move
0.9%
Puts
Pseudo strike
113.35
IV
36.5%
B/E move
0.6%

Options history

IV · four-Friday blend23.06%
Daily close
AXS21.3%34.0%46.7%2026-08-10: 27.41%2026-08-12: 26.03%2026-08-14: 26.35%2026-08-17: 30.15%2026-08-19: 34.73%2026-08-20: 44.91%2026-08-21: 23.95%2026-08-24: 23.80%2026-08-25: 23.81%2026-08-26: 23.60%2026-08-27: 23.23%2026-08-28: 23.45%2026-08-31: 23.44%2026-09-01: 23.90%2026-09-02: 23.99%2026-09-03: 23.91%2026-09-04: 23.80%2026-09-08: 25.73%2026-09-10: 27.56%2026-09-14: 26.69%2026-09-15: 31.58%2026-09-17: 33.40%2026-09-18: 25.23%2026-09-21: 25.52%2026-09-22: 24.74%2026-09-23: 24.99%2026-09-24: 26.11%2026-09-25: 26.00%2026-09-28: 26.91%2026-09-29: 25.57%2026-09-30: 26.23%2026-10-01: 27.15%2026-10-02: 26.44%2026-10-06: 25.77%2026-10-16: 25.36%2026-10-19: 25.19%2026-10-20: 25.61%2026-10-21: 26.04%2026-10-22: 24.79%2026-10-23: 25.74%2026-10-26: 25.70%2026-10-27: 26.13%2026-10-28: 26.38%2026-10-29: 24.68%2026-10-30: 23.06%Aug 10Sep 18Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.41%
26.03%
26.35%
30.15%
34.73%
44.91%
23.95%
23.80%
23.81%
23.60%
23.23%
23.45%
23.44%
23.90%
23.99%
23.91%
23.80%
25.73%
27.56%
26.69%
31.58%
33.40%
25.23%
25.52%
24.74%
24.99%
26.11%
26.00%
26.91%
25.57%
26.23%
27.15%
26.44%
25.77%
25.36%
25.19%
25.61%
26.04%
24.79%
25.74%
25.70%
26.13%
26.38%
24.68%
23.06%